+106.9%
ORLY vs ACGL
+173.1%
-66.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.8% |
| 7D | -0.7% | +1.3% | -1.9% | -1.1% |
| 30D | +3.4% | +14.2% | -10.8% | -1.3% |
| 3M | -3.1% | +11.1% | -14.2% | -6.7% |
| 6M | -3.8% | +16.4% | -20.2% | -8.9% |
| YTD | -2.0% | +13.8% | -15.8% | -6.8% |
| 1Y | -8.9% | +21.6% | -30.4% | -15.3% |
| 3Y | +36.0% | +33.5% | +2.4% | +19.9% |
| 5Y | +106.9% | +174.8% | -67.9% | +31.3% |
| All | +106.9% | +173.1% | -66.2% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling